Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.70% | 7.68 CHF | 7.69 CHF | 10,000 | 10,000 | 6,691 | 6,691 | 49,349 CHF | 49,652 CHF | 99.85% | 99.85% |
14/05/2024 | 0.72% | 7.16 CHF | 7.17 CHF | 10,000 | 10,000 | 6,712 | 6,712 | 47,151 CHF | 47,454 CHF | 99.56% | 99.56% |
13/05/2024 | 0.71% | 7.25 CHF | 7.26 CHF | 10,000 | 10,000 | 6,692 | 6,692 | 47,984 CHF | 48,286 CHF | 100.00% | 100.00% |
10/05/2024 | 0.70% | 7.13 CHF | 7.14 CHF | 10,000 | 10,000 | 6,692 | 6,692 | 48,796 CHF | 49,099 CHF | 99.95% | 99.95% |
08/05/2024 | 0.69% | 7.28 CHF | 7.29 CHF | 10,000 | 10,000 | 6,692 | 6,692 | 49,233 CHF | 49,536 CHF | 100.00% | 100.00% |
07/05/2024 | 0.68% | 7.60 CHF | 7.61 CHF | 10,000 | 10,000 | 6,692 | 6,692 | 49,968 CHF | 50,270 CHF | 99.69% | 99.69% |
06/05/2024 | 0.70% | 7.46 CHF | 7.47 CHF | 10,000 | 10,000 | 6,693 | 6,693 | 49,097 CHF | 49,400 CHF | 99.98% | 99.98% |
03/05/2024 | 0.77% | 6.76 CHF | 6.77 CHF | 10,000 | 10,000 | 6,638 | 6,638 | 44,545 CHF | 44,849 CHF | 96.94% | 96.94% |
02/05/2024 | 0.77% | 6.55 CHF | 6.56 CHF | 10,000 | 10,000 | 6,632 | 6,632 | 43,631 CHF | 43,935 CHF | 98.51% | 98.51% |
30/04/2024 | 0.63% | 8.00 CHF | 8.01 CHF | 10,000 | 10,000 | 6,680 | 6,680 | 53,633 CHF | 53,935 CHF | 99.52% | 99.52% |